Patients with severe depression admitted to an in-patient psychiatric unit have a high risk of suicide, poor recovery, frequent re-admission and serious problems with cognitive function (memory, concentration, planning) leading to difficulties in employment. In-patient admission is an opportunity for patients to receive intensive psychological therapy for these problems, but such therapy rarely happens, partly because there is limited time and little evidence about what type of therapy helps. We have designed a package of intensive psychotherapy involving cognitive activation (targeted computerised cognitive exercises) and behavioural activation (scheduling and encouraging activity to improve mood). We believe this treatment package will improve outcomes for in-patients with depression, particularly cognitive function and general life functioning, may speed up mood recovery and will reduce the likelihood of re-admission after discharge. The proposed study will examine the effectiveness of this two-week package compared with usual inpatient care, in a randomised controlled trial.